Job Description

• Work with senior team members to create proposals on IRRBB strategy including use of ad-hoc modelling and analytics.
• Provide valuable insight around the drivers of IRRBB and be able to explain them to different stakeholder groups.
• Conduct IRRBB peer analysis and benchmarking, identifying industry trends in terms of interest rate risk management and disclosure.
• Partner with colleagues in FTP and the business to drive IRRBB / internal risk transfer initiatives.
• Build relationships with colleagues in Treasury country teams and Finance to develop Bank-wide approach to IRRBB management, including sharing best practice and coordinating activities to implement risk management initiatives.
• Design and oversee the production of IRRBB metrics and reports for internal and external stakeholders, including monitoring risk appetite, financial disclosures and regulatory reports.
• Support senior team members in the development and enhancement of the Bank’s IRRBB framework, including managing the lifecycle for policy, standards, operational risk framework and model governance.
• Engage with and provide support to country teams in respect of interpretation and implementation of IRRBB policy and practices.
• Interpret and ensure compliance with regulatory IRRBB requirements.
• Support senior team members in managing the relationship with the PRA, including dealing with ad-hoc queries and information requests.
• Support senior team members in performing the ICAAP assessment for IRRBB meeting regulatory and internal governance requirements.
• Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
• Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.

Required Knowledge, Skills, and Abilities